+127.9%
NOK vs JD
+31.5%
+96.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.1% | -2.8% |
| 7D | +5.4% | -4.1% | +9.5% | +6.1% |
| 30D | -14.1% | +4.6% | -18.8% | -15.0% |
| 3M | -23.6% | -4.7% | -18.8% | -23.2% |
| 6M | -45.1% | -17.4% | -27.8% | -43.6% |
| YTD | +24.7% | +0.7% | +24.0% | +23.3% |
| 1Y | +19.0% | -5.9% | +24.9% | +19.1% |
| 3Y | +147.0% | +18.9% | +128.1% | +128.3% |
| 5Y | +58.2% | -62.9% | +121.1% | +72.0% |
| All | +127.9% | +31.5% | +96.5% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling